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An Upper Bound on the Error Induced by Saddlepoint Approximations—Applications to Information Theory †
This paper introduces an upper bound on the absolute difference between: [Formula: see text] the cumulative distribution function (CDF) of the sum of a finite number of independent and identically distributed random variables with finite absolute third moment; and [Formula: see text] a saddlepoint a...
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| Publicado no: | Entropy (Basel) |
|---|---|
| Main Authors: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI
2020
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7517223/ https://ncbi.nlm.nih.gov/pubmed/33286462 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e22060690 |
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